+278.5%
MCK vs FGI
-70.4%
+348.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.4% |
| 7D | +1.7% | +0.5% | +1.2% | +1.8% |
| 30D | +3.6% | +65.4% | -61.8% | +4.2% |
| 3M | +20.1% | +23.5% | -3.4% | +20.7% |
| 6M | -7.0% | +60.5% | -67.6% | -6.6% |
| YTD | +11.0% | +30.0% | -19.0% | +11.6% |
| 1Y | +31.8% | +82.1% | -50.2% | +32.4% |
| 3Y | +123.1% | -4.4% | +127.5% | +124.8% |
| All | +278.5% | -70.4% | +348.9% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling